cmp::covariance::Inverse Class Reference

Represents an Inverse covariance function. More...

#include <covariance.h>

Inheritance diagram for cmp::covariance::Inverse:

Collaboration diagram for cmp::covariance::Inverse:

Public Member Functions
	Inverse (const Inverse &)=default
	Inverse (Inverse &&)=default
Inverse &	operator= (const Inverse &)=default
Inverse &	operator= (Inverse &&)=default
	Inverse (const int &indexX=-1)
	Constructs an Inverse covariance function.
double	eval (const Eigen::VectorXd &x1, const Eigen::VectorXd &x2, const Eigen::VectorXd &par) const
	Evaluates the Inverse kernel.
double	evalGradient (const Eigen::VectorXd &x1, const Eigen::VectorXd &x2, const Eigen::VectorXd &par, const size_t &i) const
	Evaluates the partial derivative of the Inverse kernel.
double	evalHessian (const Eigen::VectorXd &x1, const Eigen::VectorXd &x2, const Eigen::VectorXd &par, const size_t &i, const size_t &j) const
	Evaluates the second-order partial derivative of the Inverse kernel.
Public Member Functions inherited from cmp::covariance::Covariance
virtual	~Covariance ()=default

Static Public Member Functions
static std::shared_ptr< Covariance >	make (const int &i)
	Factory method for creating an inverse covariance.

Private Attributes
int	indexX_
	Coordinate index to project (-1 for full vector dot product).

Detailed Description

Represents an Inverse covariance function.

Mathematical Formulation If indexX_ is -1, computes:

\[ k_{\text{inv}}(\mathbf{x}_1, \mathbf{x}_2) = \frac{1}{\mathbf{x}_1^T \mathbf{x}_2 + 1} \]

Otherwise, evaluates only for the coordinate at indexX_:

\[ k_{\text{inv}}(\mathbf{x}_1, \mathbf{x}_2) = \frac{1}{x_{1,\text{index}} \times x_{2,\text{index}} + 1} \]

Constructor & Destructor Documentation

Inverse() [1/3]

cmp::covariance::Inverse::Inverse ( const Inverse &  )

default

Inverse() [2/3]

cmp::covariance::Inverse::Inverse ( Inverse &&  )

default

Inverse() [3/3]

cmp::covariance::Inverse::Inverse ( const int &  indexX = -1 )

inline

Constructs an Inverse covariance function.

Parameters

indexX

Dimension index to evaluate, or -1 for the full dot product.

Member Function Documentation

eval()

double cmp::covariance::Inverse::eval ( const Eigen::VectorXd &  x1, const Eigen::VectorXd &  x2, const Eigen::VectorXd &  par  ) const

inlinevirtual

Evaluates the Inverse kernel.

Implements cmp::covariance::Covariance.

evalGradient()

double cmp::covariance::Inverse::evalGradient ( const Eigen::VectorXd &  x1, const Eigen::VectorXd &  x2, const Eigen::VectorXd &  par, const size_t &  i  ) const

inlinevirtual

Evaluates the partial derivative of the Inverse kernel.

Implements cmp::covariance::Covariance.

evalHessian()

double cmp::covariance::Inverse::evalHessian ( const Eigen::VectorXd &  x1, const Eigen::VectorXd &  x2, const Eigen::VectorXd &  par, const size_t &  i, const size_t &  j  ) const

inlinevirtual

Evaluates the second-order partial derivative of the Inverse kernel.

Implements cmp::covariance::Covariance.

make()

static std::shared_ptr< Covariance > cmp::covariance::Inverse::make ( const int &  i )

inlinestatic

Factory method for creating an inverse covariance.

operator=() [1/2]

Inverse & cmp::covariance::Inverse::operator= ( const Inverse &  )

default

operator=() [2/2]

Inverse & cmp::covariance::Inverse::operator= ( Inverse &&  )

default

Member Data Documentation

indexX_

int cmp::covariance::Inverse::indexX_

private

Coordinate index to project (-1 for full vector dot product).

---

The documentation for this class was generated from the following file:

• include/covariance.h